Yes. Skin the mesh to individual bones, then attach the bones to a root bone to secure a proper hierarchy. Export all these parts together into an FBX, then import it into the engine as a skeletal mesh.
If you don’t want to do that, you can export the two parts separately and do blueprint timeline animations or level sequence animations directly in the engine. Whatever works best for you.
Thanks for your comment but I haven’t understood anything. There are two objects: the cone and the other one. Where do I have to set the bounds? In Maya the other one is the parent for the cone.
You don’t have to skin it to a bone rig, you can just use basic animations as long as you have everything linked to a single root object it will import just fine, UE will make a “skeleton” when it imports.